NYMEX Light Sweet Crude Oil Future July 2010


Trading Metrics calculated at close of trading on 03-Sep-2009
Day Change Summary
Previous Current
02-Sep-2009 03-Sep-2009 Change Change % Previous Week
Open 73.21 72.84 -0.37 -0.5% 79.42
High 73.39 73.73 0.34 0.5% 79.47
Low 72.34 72.55 0.21 0.3% 76.04
Close 73.03 72.59 -0.44 -0.6% 77.72
Range 1.05 1.18 0.13 12.4% 3.43
ATR 1.82 1.78 -0.05 -2.5% 0.00
Volume 955 7,666 6,711 702.7% 9,454
Daily Pivots for day following 03-Sep-2009
Classic Woodie Camarilla DeMark
R4 76.50 75.72 73.24
R3 75.32 74.54 72.91
R2 74.14 74.14 72.81
R1 73.36 73.36 72.70 73.16
PP 72.96 72.96 72.96 72.86
S1 72.18 72.18 72.48 71.98
S2 71.78 71.78 72.37
S3 70.60 71.00 72.27
S4 69.42 69.82 71.94
Weekly Pivots for week ending 28-Aug-2009
Classic Woodie Camarilla DeMark
R4 88.03 86.31 79.61
R3 84.60 82.88 78.66
R2 81.17 81.17 78.35
R1 79.45 79.45 78.03 78.60
PP 77.74 77.74 77.74 77.32
S1 76.02 76.02 77.41 75.17
S2 74.31 74.31 77.09
S3 70.88 72.59 76.78
S4 67.45 69.16 75.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.17 72.34 5.83 8.0% 1.28 1.8% 4% False False 2,874
10 79.47 72.34 7.13 9.8% 1.24 1.7% 4% False False 2,455
20 80.51 72.34 8.17 11.3% 1.61 2.2% 3% False False 2,553
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.75
2.618 76.82
1.618 75.64
1.000 74.91
0.618 74.46
HIGH 73.73
0.618 73.28
0.500 73.14
0.382 73.00
LOW 72.55
0.618 71.82
1.000 71.37
1.618 70.64
2.618 69.46
4.250 67.54
Fisher Pivots for day following 03-Sep-2009
Pivot 1 day 3 day
R1 73.14 74.21
PP 72.96 73.67
S1 72.77 73.13

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These figures are updated between 7pm and 10pm EST after a trading day.

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